+242.8%
QCOM vs NI
+181.4%
+61.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +5.5% | +1.5% | +4.0% | +5.1% |
| 30D | -1.1% | +11.9% | -13.0% | -4.5% |
| 3M | +7.6% | +9.1% | -1.5% | +4.7% |
| 6M | -20.1% | -1.8% | -18.3% | -19.9% |
| YTD | +3.0% | +11.4% | -8.3% | -1.1% |
| 1Y | +3.2% | +6.4% | -3.1% | +0.5% |
| 3Y | +48.9% | +98.2% | -49.4% | +15.9% |
| 5Y | +21.1% | +110.1% | -89.0% | -8.7% |
| 10Y | +242.8% | +189.0% | +53.8% | +133.4% |
| All | +242.8% | +181.4% | +61.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling